We introduce and study a class of random walks on lamplighter groups $H\wr G$, where $H$ is a nontrivial finitely generated group and $G$ is an infinite finitely generated group, called \textbf{stationary random walks}. At each step, the walk switches the lamp at its current position, moves in the base group with a drift towards the identity, and switches the lamp again at the new position. We show that when $G$ is virtually-$\mathbb{Z}$ and $H$ is finite, these walks exhibit a phase transition between recurrence and transience, while when~$G$ is not virtually-$\mathbb{Z}$ or $H$ is infinite, they are always transient. In the case $G=\mathbb{Z}$, we determine the exact critical parameter and provide a quantitative description of this phase transition.